+56.1%
B vs RNG
+116.0%
-59.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.0% |
| 30D | +9.5% | +8.6% | +0.9% | +9.8% |
| 3M | +14.3% | +78.0% | -63.6% | +16.0% |
| 6M | -1.9% | +67.0% | -68.9% | -0.2% |
| YTD | +4.1% | +142.4% | -138.3% | +4.3% |
| 1Y | +56.1% | +120.4% | -64.3% | +62.4% |
| All | +56.1% | +116.0% | -59.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling